+24.5%
Q vs EXEL
+76.7%
-52.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.2% | -2.3% | -3.3% |
| 7D | +1.2% | -0.8% | +2.0% | +1.4% |
| 30D | -2.7% | +13.1% | -15.8% | -4.5% |
| 3M | -16.9% | +36.3% | -53.3% | -21.8% |
| 6M | -26.9% | +34.5% | -61.4% | -31.4% |
| YTD | +45.2% | +57.4% | -12.2% | +26.1% |
| 1Y | +38.1% | +62.9% | -24.8% | +18.2% |
| All | +24.5% | +76.7% | -52.2% | +5.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded EXEL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling